المصدر: 現代社会研究科論集 : 京都女子大学大学院現代社会研究科紀要. :1-22

مصطلحات موضوعية: 人民元「国際化」, Shanghai Bond Connect, 債券市場の対外開放, Shenzheng‒Hong Kong Connect, Shanghai‒Hong Kong Connect, International Capital Market of Hong Kong, 沪港通・深港通, 香港金融資本市場, internationalization of Renminbi

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=jairo_______::a2c23f4c2097ea3318eab1b737c65cac
http://hdl.handle.net/11173/2850

المصدر: 現代社会研究科論集 : 京都女子大学大学院現代社会研究科紀要. :1-23

مصطلحات موضوعية: 中国経済, 人民元「国際化」, 沪港通, Internationalization of Renminbi, Shanghai Financial Market, 香港金融市場, 上海金融市場, Shenzhen‒Hong Kong Connect, 債券通, Bond Connect, Hong Kong Financial Market, 深港通, Shanghai‒Hong Kong Connect, Chinese economy

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=jairo_______::e289a9efcddd317163ad23aff9db488d
http://hdl.handle.net/11173/2638

المؤلفون: 鳥谷, 一生

المساهمون: TORITANI, Kazuo

مصطلحات موضوعية: 人民元「国際化」, 沪港通・深港通, 香港金融資本市場, 債券市場の対外開放, internationalization of Renminbi, Shanghai‒Hong Kong Connect, Shenzheng‒Hong Kong Connect, International Capital Market of Hong Kong, Shanghai Bond Connect

Relation: http://hdl.handle.net/11173/2850; AA12228704; 現代社会研究科論集 : 京都女子大学大学院現代社会研究科紀要; 013; 22

الاتاحة: http://hdl.handle.net/11173/2850

المؤلفون: 鳥谷, 一生

المساهمون: TORITANI, Kazuo

مصطلحات موضوعية: 中国経済, 人民元「国際化」, 上海金融市場, 香港金融市場, 沪港通, 深港通, 債券通, Chinese economy, Internationalization of Renminbi, Shanghai Financial Market, Hong Kong Financial Market, Shanghai‒Hong Kong Connect, Shenzhen‒Hong Kong Connect, Bond Connect

Relation: http://hdl.handle.net/11173/2638; AA12228704; 現代社会研究科論集 : 京都女子大学大学院現代社会研究科紀要; 012; 23

الاتاحة: http://hdl.handle.net/11173/2638

المؤلفون: 巴曙松

المساهمون: 中国银行业协会, 香港交易所, 北京大学汇丰商学院

المصدر: 知网

مصطلحات موضوعية: 香港债券市场, 中国债券市场, 香港发展, 第四季度, 交易结算, 互联互通, 沪港, 投资渠道, 债务工具, 渠道选择

Relation: 英才.2017,86-87.; 1898170; http://hdl.handle.net/20.500.11897/464596

الاتاحة: https://hdl.handle.net/20.500.11897/464596

المؤلفون: 汪杰, 封世蓝

المساهمون: 北京博瑞达鑫投资有限公司, 北京大学光华管理学院

المصدر: 知网 ; 万方 ; http://d.g.wanfangdata.com.cn/Periodical_jrxxck201714016.aspx

مصطلحات موضوعية: 行业创新, 合规经营, 风险控制, 资本市场, 退市制度, 沪港, 创新改革, 注册制, 涨跌幅限制, 股灾

Relation: 金融博览. 2017, 60-62.; 1898941; http://hdl.handle.net/20.500.11897/465346

الاتاحة: https://hdl.handle.net/20.500.11897/465346

المؤلفون: 闫红蕾, 赵胜民

المساهمون: 嘉实基金博士后工作站,北京 100005, 北京大学光华管理学院,北京 100871, 南开大学金融学院,天津 300352, 南开大学中国特色社会主义经济建设协同创新中心,天津 300071

المصدر: 知网 ; 万方 ; http://d.g.wanfangdata.com.cn/Periodical_zgglkx201611001.aspx

مصطلحات موضوعية: 沪港通, 股票市场一体化, log t检验, 广义帕累托分布, VaR, Shanghai-Hong Kong Stock Connect, stock market integration, log t test, GPD

Relation: 中国管理科学. 2016, 24(11), 1-10.; 1937608; http://hdl.handle.net/20.500.11897/484299

الاتاحة: https://hdl.handle.net/20.500.11897/484299
https://doi.org/10.16381/j.cnki.issn1003-207x.2016.11.001

المؤلفون: 武翰

المساهمون: 北京大学软件与微电子学院

المصدر: 万方 ; 知网 ; http://d.g.wanfangdata.com.cn/Periodical_cjj201603022.aspx

مصطلحات موضوعية: 沪港通, Fama-French三因素模型规模效应, 账面市值比效应

Relation: 财经界.2016,31-35.; 1475316; http://hdl.handle.net/20.500.11897/448813

الاتاحة: https://hdl.handle.net/20.500.11897/448813
https://doi.org/10.3969/j.issn.1009-2781.2016.03.022

المؤلفون: 曹凤岐

المساهمون: 北京大学金融与证券研究中心

المصدر: 知网 ; 万方 ; http://d.g.wanfangdata.com.cn/Periodical_qhjrpl201502010.aspx

مصطلحات موضوعية: 沪港, 属地原则, “基石”, 上海证券交易所, 中国证监会, 经纪商, 监管权, 互联互通, 市场风险, 监管规定

Relation: 清华金融评论.2015,(2),31-33.; 1355794; http://hdl.handle.net/20.500.11897/426884

الاتاحة: https://hdl.handle.net/20.500.11897/426884

المؤلفون: 黄文

المساهمون: 赵华

المصدر: http://210.34.4.13:8080/lunwen/detail.asp?serial=59262.

مصطلحات موضوعية: 沪港通, 波动性, 联动性, Shanghai-Hong Kong Stock Connect program, volatility, co-movement

Relation: http://210.34.4.28/opac/openlink.php?strText=54912&doctype=ALL&strSearchType=callno; http://dspace.xmu.edu.cn/handle/2288/131022

الاتاحة: http://dspace.xmu.edu.cn/handle/2288/131022

المؤلفون: 许培荣

المساهمون: 戴淑庚

المصدر: http://210.34.4.13:8080/lunwen/detail.asp?serial=53608.

مصطلحات موضوعية: 沪港通, 联动性, 影响, the Shanghai-Hong Kong Stock Connect program, linkage, influence

Relation: http://210.34.4.28/opac/openlink.php?strText=48168&doctype=ALL&strSearchType=callno; http://dspace.xmu.edu.cn/handle/2288/130900

الاتاحة: http://dspace.xmu.edu.cn/handle/2288/130900

المؤلفون: 范建新

المساهمون: 洪永淼, 方颖

المصدر: http://210.34.4.13:8080/lunwen/detail.asp?serial=54959.

مصطلحات موضوعية: 沪港通, AH股, 联动性, Shanghai-Hong Kong Stock Connect Program, AH shares, Co-movement

Relation: http://210.34.4.28/opac/openlink.php?strText=51400&doctype=ALL&strSearchType=callno; http://dspace.xmu.edu.cn/handle/2288/134110

الاتاحة: http://dspace.xmu.edu.cn/handle/2288/134110

المؤلفون: 江冠毅, Chiang, Kuan-Yi

المساهمون: 淡江大學財務金融學系碩士班, 李命志, 李彥賢, Lee, Ming-Chih, Lee, Yen-Hsien

مصطلحات موضوعية: 價格發現, 滬深300指數, VECM-DCC-GARCH模型, 滬港通, 領先落後關係, 共同因子權重法, price discovery, CSI 300 Index, VECM-DCC-GARCH model, Shanghai-Hong Kong Stock Connect, Lead-lag relationship, Common Factor Weight

وصف الملف: 144 bytes; text/html

Relation: Bohl, M. T., Salm, C.A., and Schuppli, M. (2011). Price discovery and investor structure in stock index futures. Journal of Futures Markets, 31, 282-306. Chan, K., Chan, K. C., and Karolyi, G. A. (1991). Intraday volatility in the stock index and stock index futures markets. Review of Financial Studies, 4, 657-684. Chen, J., Liu, Y. J., and Tang, Y. (2015). Investor attention and macroeconomic news announcement: Evidence from stock index futures. Journal of Futures Markets, 36, 240-266. Chen, Y. L., and Gau, Y. F. (2010).News announcements and price discovery in foreign exchange spot and futures markets. Journal of Banking & Finance, 34, 1628-1636. Covrig, V., Ding, D. K., and Low, B. S. (2004). The contribution of a satellite market to price discovery: Evidence from the Singapore exchange. Journal of Futures Markets, 24, 981-1004. Fleming, J., Ostdiek, B., and Whaley, R. E. (1996).Trading costs and the relative rates of price discovery in stock, futures, and option markets. Journal of Futures Markets, 16, 353-387. Frino, A., Walter, T., and West, A. (2000). The lead-lag relationship between equities and stock index futures markets around information releases. Journal of Futures Markets, 20, 467-487. Gonzalo, J., and Granger, C. (1995).Estimation of common long-memory components in cointegrated systems. Journal of Business & Economic Statistics, 13, 27-35. Hasbrouck, J. (1995). One security, many markets: Determining the contributions to price discovery. Journal of Finance, 50, 1175-1199. Hou, Y., and Li, S. (2013). Price discovery in Chinese stock index futures market: New evidence based on intraday data. Asia-Pacific Financial Markets, 20, 49-70. Schwarz, T. V., and Szakmary, A. C. (1994). Price discovery in petroleum markets: Arbitrage, cointegration, and the time interval of analysis. Journal of Futures Markets, 14, 147-167. Theissen, E. (2002). Price discovery in floor and screen trading systems. Journal of Empirical Finance, 9, 455-474. Tse, Y., Xiang, J., and Fung, J. K. W. (2006).Price discovery in the foreign exchange futures market, Journal of Futures Markets, 26, 1131-1143. Tse, Y. K. (1999). Price discovery and volatility spillovers in the DJIA index and futures markets. Journal of Futures Markets, 8, 911-930. Tse, Y. K. (1995). Lead-lag relationship between spot index and futures price of the Nikkei stock average. Journal of Forecasting, 14, 553-563. Tswei, K., and Lai, J. Y. (2009). Information contents misjudged: Digressive convergence to equilibrium in cointegrated prices. Review of Financial Economics, 18, 183-189. Yang, J., Yang, Z., and Zhou, Y. (2011). Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China. Journal of Futures Markets, 32, 99-121. Zhang, Q., and Jaffry S. (2015). High frequency volatility spillover effect based on the Shanghai-Hong Kong Stock Connect Program. Investment Management and Financial Innovations, 12, 8-15. Zhong, M., Darrat, A. F., and Otero, R. (2004). Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico. Journal of Banking & Finance, 28, 3037-3054.; U0002-2308201601213300; http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/110712; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/110712/1/index.html

الاتاحة: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/110712
http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/110712/1/index.html

المؤلفون: 賴泓宇, Lai, Hong-Yu

المساهمون: 淡江大學財務金融學系碩士班, 李沃牆, 池秉聰, Lee, Wo-Chiang, Cong, Chih-Bing

مصطلحات موضوعية: 滬港通, 上證A股, 變異數比率, 人民幣, 訊息交易, Shanghai-Hong Kong Stock Connect, Shanghai A-share, Variance Ratio Test, RMB, Information and Noise Trading

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Relation: 一、 中文文獻 1. 洪瑞成．劉洪鈞．顏偉倫(2008)，「延時交易對台股指數效率性的影響－變異數比率檢定之應用」，輔仁管理評論，第15卷第2期，頁41-60。 2. 傅承德(2002)，財務統計，中央研究院統計科學研究所，頁1-13。 3. 鄒易凭、蘇欣玫、高淑華(2007)，美國資本市場之效率性檢定，淡江大學財務金融學系碩專班碩士論文。 4. 顏錫銘(1991)，「亞太盆地股票市場價格行為之比較研究」，管理科學學報，第8卷第1期，頁1-18。 二. 英文文獻 1. Ayadi, O. F. and C.S. Pyun (1994) “An Application of Variance Ratio Test to the Korean Securities Market,” Journal of Banking and Finance, Vol. 18, pp.643-658. 2. Chang, K.P. and K.S Ting (2000) “A Variance Ratio Test of the Random Walk Hypothesis for Taiwan''s Stock Market,” Applied Financial Economics, Vol. 10, pp.525-532. 3. Chow, K. V. and K. C. Denning (1993),“A Simple Multiple Variance Ratio Test,” Journal of Econometrics, No.58, pp.385-401. 4. Choi, in (1999), “Testing the Random Walk Hypothesis for Real Exchange Rates,” Journal of Applied Econometrics, No. 14, pp.293-308. 5. Dilip, K. and S. Maheswaran (2012), “Testing the Martingale Hypothesis in the Indian Stock Market: Evidence from Multiple Variance Ratio Tests,” Decision, Vol. 39, No. 2, pp.1-25. 6. Dilip, K. and S. Maheswaran (2013), “Are Major Asian Markets Efficient?An Analysis Using Non-parametric Joint Variance Ratio Tests,” Journal of Management Research, Vol. 13, pp.3-10. 7. Eddie, P., J. Perrett, and E. Chan (2014), “Preparing for China’s Inclusion in Global Benchmarks,” Journal of Index Investing, pp.33-45. 8. Franch, J. B. and K. O. Kwaku (2005) “A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs, ” Review of Quantitative Finance and Accounting, Vol. 5, pp.93–107. 9. Johnny, K. and H. Kwok (2015) “Price Volatility, Information and Noise Trading: Evidence from Chinese Stock Markets,” Journal of Applied Finance and Banking, Vol. 5, No. 4, pp.151-162. 10. Kim, J. H. and A. Shamsuddin (2008) “Are Asian Stock Markets Efficient? Evidence from New Multiple Variance Ratio Tests,” Journal of Empirical Finance, Vol. 15, pp.518-532. 11. Lo, A.W. and A. Craig (1989), “The Size and Power of the Variance Ratio Test in Finite Samples,” Journal of Econometrics, Vol.40, pp.203-238. 12. Lee, C. F.(2001) “Stock Returns and Volatility on China’s Stock Markets,” Vol. 24, pp.523-543. 13. Li, Y., M, D. Yan and J. Greco(2006), “Market segmentation and Price Differentials Between A Shares and H shares in the Chinese Stock Markets,” Journal of Multinational Financial Management, Vol.16, pp. 232–248. 14. Ni, Z. X., D.Z.Wang and W.J. Xue (2015), “Investor Sentiment and its Nonlinear Effect on Stock Returns—Newevidence from the Chinese Stock Market Based on Panel Quantile Regression Model,” Economic Modelling, Vol.40, pp.266-274. 15. Qiuliang, C. D., D. Chsiou, Q. H. Chen and V. Fang (2015), “Non-Tradable Share Reform, Liquidity, and Stock Returns in China,” International Review of Finance , Vol.40, pp.27-54. 16. Qiang, Z. and S. Jaffry (2015), “High Frequency Volatility Spillover Effect Based on the Shanghai-Hong Kong Stock Connect Program,” Investment Management and Financial Innovations, Vol. 12, pp.1-8. 17. Smith. Z. A. (2015), “Losers Win, Winners Lose: Evidence against Market Efficiency,” International Journal of Financial Research, Vol. 6, No. 2, pp.1-11.; U0002-2408201611455500; http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/110715; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/110715/1/index.html

الاتاحة: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/110715
http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/110715/1/index.html

المؤلفون: 汪拓冰, Wang, Tuobing

المساهمون: 淡江大學財務金融學系碩士班, 段昌文, Duan, Chang-Wen

مصطلحات موضوعية: 滬港通, 事件研究法, 股市關聯性, 單根檢定, 誤差修正模型 (VECM), 脈衝相應, 上海, 深圳, 臺灣, 香港, Shanghai-Hong Kong Stock Connect, Event Study, correlation anlysis of stock market, unit boot test, Vector Error Correction Model, impulse response anlysis, Shanghai, Shenzhen, Hong Kong, Taiwan

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Relation: 中文： 陳漓高，吳鵬飛，劉寧，(2006) “國際證券市場聯動程度的實證分析”, 數量經濟技術經濟研究, 第11期, 124-132 陳守東、韓廣哲、荊偉，(2003) “主要股票市場指數與我國股票市場指數間的協整分析”, 數量經濟技術經濟研究, 第5期 ： 124～ 129 韓非、肖輝，(2005)，“中美股市間的聯動性分析”，金融研究，第11期： 117－129 周珺，（2007）．“我國大陸股票市場與周邊主要股票市場的聯動分析“．企業經濟，第l期：165—167 張福，趙華，趙嬡嬡(2004)，“中美股市協整關係的實證分析“．統計與決策，2004年第2期： 93—94 駱振心(2008) ，“金融開放、股權分置改革與股票市場聯動“當代財經，2008年第4期： 52—57 曾誌堅，徐迪，謝赤，(2009)， “金融危機影響下證券市場聯動效應研究”，管理評論， 2009： 33—39 英文： Corhay, A.（1993） “A. Tourani Rad and J.P. Urbain, 1993. Common stochastic trends in European stock markets”, Economics Letters 42, 385-390 Dickey D. A., and Fuller W. A., (1979) “Distribution of the estimators for autoregressive time series with a unit root”, J. Am. Statist. Assoc. 74, 427-31 Engsted, T. and Tanggaard, C. (2004) “The Comovement of US and UK Stock Markets” European Financial Management, 10, 4, 593–607. Engle R.F. and Granger C.W.J. （1987） “Co-Integration and Error Correction: Representation, Estimation, and Testing”, Econometrica, 55, 2, 251-276. Rui Albuquerque(2008)， “Economic News and International Stock Market Co-Movement”, Review of Finance, 13, issue 3:401-465 Gerrits, R-J and Yüce (1999), "Short-Term and Long-Term Links among European and U.S. Stock Markets," Applied Financial Economics 9，1, 1-9. Huang, B.N, C.W Yang, and Johan W S.Hu. (2000) “Causality and Co-integration of Stock Market among the United States, Japan, and the South China Growth Triangle”. International Review of Financial Analysis, 9, 3, 281-297. Jeon, B. and Chiang, T. (1991). “A system of stock prices in World stock exchange: common stochastic trends for 1975-1990?” Journal of Economic and Business, 43，4, 329-338. Johansen, S., (1988), “Statistical Analysis of Cointegration Vectors,” Journal of Economic Dynamics and Control, 12, 2–3, 231–254. 18 Johansen, S. (1991), “Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models,” Econometrica, 59, 6, 1551–1580. Johansen, S. and Juselius, K., (1990) Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (New York: Oxford University Press). Jorion, P. and W. Goetzmann, (1999) “Global Stock Markets in the Twentieth Century”, The Journal of Finance, 54, 3, 953-980. Kasa, K (1992), “Common stochastic trends in international stock markets.” Journal of Monetary Economics 29: 95-124. Laurence, M., F. Cai, and S. Qian, (1997) “Weak-form efficiency and causality tests in Chinese stock markets”, Multinational Financial Journal, 1, 291-307. Phylaktis K. and Ravazzolo R. (2005) “Stock market linkages in emerging markets: implications for international portfolio diversification”, Int. Fin. Markets, Inst. and Money 15， 91–106; U0002-1807201614465700; http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/110687; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/110687/1/index.html

الاتاحة: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/110687
http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/110687/1/index.html

المؤلفون: 歐奇男, Ou, Chi-Nan

المساهمون: 淡江大學財務金融學系碩士在職專班, 李命志, 李彥賢, Lee, Ming-Chih, Lee, Yen-Hsien

مصطلحات موضوعية: 正向回饋, 滬港通, 香港恆生指數, 中國上海A股指數, GARCH模式, Positive feedback, Shanghai-Hong Kong Stock Connect, Hong Kong Hang Seng Index, China SSE A-share Index, GARCH model

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Relation: 一、中文文獻 1、 李亞淩(2014)，滬深港三地股市的聯動性分析，中國農業銀行武漢培訓學院學報，4月，73-74頁。 2、 李春安、類惠貞(2009)，正向回饋交易與股市崩盤，中華管理評論國際學報，第十二卷二期，1-28頁。 3、 林建甫(2014) ，滬港通是聰明的設計，11月20日工商時報。 4、 林娟卉(2015)，滬港通政策對於A+H股折溢價宣告效果及市場效率性影響，中原大學國際商學碩士論文。 5、 林淑瑜、莊鴻鳴、徐守德(2011)，正向回饋交易行為對台灣指數期貨報酬之短期動態的影響，管理與系統期 6、 崔竹軒、楊亮（2015），論滬港通對我國金融市場的影響，財稅統計（遼寧對外經貿學院）。 7、 張飛月、史震濤和陳耀光(2006)，與大陸香港股市有效性比較研究，金融研究，第6期33-40頁。 8、 顏佳佳、郭瑋、黃文彬(2015)滬、港股市之「滬港通」公告效應比較研究，經濟學動態，十二期，69-77頁。 二、英文文獻 1、 Chan, K., Hameed, A. and Tong, W., (2000), Profitability of momentum strategies in the international equity markets, Journal of Financial and Quantitative Analysis, 35(2), 153-172. 2、 Chau, F. and Deesomsak, R., (2015), Business cycle variation in positive feedback trading: Evidence from the G-7 economies, Int. Fin. Markets, Inst. and Money, 35, 147-159. 3、 De Long, J. B., Shleifer, A., Summer, L. H., and Waldmann, R. J., (1990), Positive Feedback Investment Strategies and Destabilizing Rational Speculation, Journal of Finance, 45(2), 379-395. 4、 Engle, R. F. and Yoo, B. S. (1987), Forecasting and testing in co-integrated systems, Journal of Econometrics 35, 143-159. 5、 Engle, R. F. and Ng, V. K., (1993), Measuring and Testing the Impact of News on Volatility, Journal of Finance, 48(5), 1749-1778. 6、 Granger, C. W. J. and Newbold, P. (1974), Spurious regressions in econometrics, Journal of Econometrics 2, 111-120. 7、 Hou, Y. and Li, S, . (2014), The impact of the CSI 300 stock index futures：Positive feedback trading and autocorrelation of stock returns, International Review of Economics and Finance 33, 319-337. 8、 Montier, J., (2002), Behavioural Finance: Insights in Irrational Minds and Markets.John Wiley and Sons Ltd: Chichester. 9、 Rouwenhorst, K.G., (1998), International Momentum Strategies, Journal of Fiance53(1)267-284. 10、Schauten, M. B.J., Willemstein, R. and Zwinkels, R.C.J., (2015), A tale of feedback trading by hedge funds, Journal of Empirical Finance 34, 239-259. 11、Sentana, E. and Wadhwani, S., (1992), Feedback traders and stock return autocorrelations：Evidence from a century of daily data, Economic Journal, 102, 415-425. 12、Shleifer, A., (2000) , Inefficient Market, Oxford: Oxford U. Press.; U0002-1207201621182800; http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/110681; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/110681/1/index.html

الاتاحة: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/110681
http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/110681/1/index.html

المؤلفون: 林倩雯, Lin, Chien Wen

المساهمون: 黃俞寧, Hwang, Yu Ning

مصطلحات موضوعية: 人民幣國際化, 滬港通, 金融帳開放, Renminbi internationalization, Shanghai - Hong Kong Stock Connect, financial account, manag, eco

Relation: http://nccur.lib.nccu.edu.tw//handle/140.119/99836

الاتاحة: http://nccur.lib.nccu.edu.tw//handle/140.119/99836

المؤلفون: 黃璟然

المساهمون: 湛可南

مصطلحات موضوعية: 滬港通, 漲跌幅限制, 磁吸現象, Shanghai-Hong Kong Stock Connect, Price limits, Magnet effect, eco, manag

Relation: http://nccur.lib.nccu.edu.tw/bitstream/140.119/106392/1/703901.pdf; http://nccur.lib.nccu.edu.tw//handle/140.119/106392

الاتاحة: http://nccur.lib.nccu.edu.tw/bitstream/140.119/106392/1/703901.pdf
http://nccur.lib.nccu.edu.tw//handle/140.119/106392

المؤلفون: 譚智中

المساهمون: 朱浩民

مصطلحات موضوعية: 因果關係, 共整合, 滬港通, A股, H股, 門檻向量誤差修正模型, Granger test, cointergration, Shanghai-Hong Kong Stock Connect, A shares, H shares, TVECM, M-TVECM, eco, manag

Relation: http://nccur.lib.nccu.edu.tw/bitstream/140.119/101082/1/202501.pdf; http://nccur.lib.nccu.edu.tw//handle/140.119/101082

الاتاحة: http://nccur.lib.nccu.edu.tw/bitstream/140.119/101082/1/202501.pdf
http://nccur.lib.nccu.edu.tw//handle/140.119/101082

المؤلفون: 于鹏

المساهمون: 刘志云

المصدر: http://210.34.4.13:8080/lunwen/detail.asp?serial=50212.

مصطلحات موضوعية: 沪港通, 系统风险, 跨境监管, Shanghai - Hong Kong stock connect, systemic risks, cross-border

Relation: http://210.34.4.28/opac/openlink.php?strText=47211&doctype=ALL&strSearchType=callno; http://dspace.xmu.edu.cn/handle/2288/94697

الاتاحة: http://dspace.xmu.edu.cn/handle/2288/94697